It is well known that the efficient market price tends to follow the characteristics of Brownian Motion that strictly depends on stochastic nature[1]}. Thus predicting the information about the short-term return of a financial portfolio is known to be difficult, but there are few exceptions. Firstly, there is a widely held belief among traders that it is possible for some computational deterministic patterns to emerge for short period of time. This belief, combined with econophysics, led the creation of algorithmic trading funds such as Prediction Company and Renaissance Technologies. Secondly, there is a concept of rational bubble that illustrates the rational behavior of people who invest in markets that clearly creating an economic bubble[2]}.
